+8.0%
U vs MOD
+300.6%
-292.6%
-67.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +4.3% | -5.3% | -2.2% |
| 7D | -3.8% | +9.6% | -13.4% | -6.2% |
| 30D | +17.5% | 0.0% | +17.4% | +17.0% |
| 3M | +38.7% | -35.4% | +74.1% | +53.8% |
| 6M | +104.4% | -7.3% | +111.7% | +97.2% |
| YTD | -5.7% | +45.8% | -51.5% | -24.6% |
| 1Y | +3.7% | +43.1% | -39.5% | -17.8% |
| All | +8.0% | +300.6% | -292.6% | -57.5% |
Cumulative growth
Daily Returns
Daily percentage return beside MOD.
Daily Out/Under-Performance
Portfolio return minus MOD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MOD return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded MOD wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling